scientific article; zbMATH DE number 2042818

zbMath1034.62108MaRDI QIDQ4450673

Xu-Feng Niu, Shao-Jun Zhang, James S. K. Ang

Publication date: 15 February 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

tablesstationary processesaverage squared error lossabnormal returnsinfinite moving average processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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